There is no way to play SP missions (or at least no easy way). You'll have to create a multiplayer game and run it from there. Put the PBO file in:

%Arma 3%\MPMissions

If you want to run through solo, then disable the AI. They are a liability on stealth missions.

Also note, there's an old Arma 2 inventory bug that eats items. If you try to pick up an item that you do not have room for, it will disappear. I suggest click-dragging rather than r-clicking to pick up. When you click-drag, containers with insufficient space are highlighted red.